Marx described the origin and possible future of Kermit, Prince of Denmark in a 2006 interview:[1]

“That was Bobby's and my first project together. In the spirit of wanting to write something that not just musical theater fans would see, we decided to write a spec Muppet movie, just for fun, just to develop our chops, and knowing that it would probably never see the light of day. In fact, the BMI Workshop encouraged us to just pick something we'd enjoy writing for our first project and not to worry about the rights. They said your first project probably won't get produced anyway, it'll just serve as a calling card, so just do something you'll enjoy and do well.

When we finished eight songs, however, we sent it in to the Kleban Award, and we actually won! As part of a tie, we shared part of $150,000. So, feeling sorta confident about the piece and all the great feedback we were getting from it, we found a way to get it to people at the Jim Henson Company. Unfortunately, this was before the movie "Chicago" brought movie musicals back into vogue, and the people there said they weren't making movie musicals anymore and they weren't interested.

So that, we thought, was the end of that, and we decided to give up on writing for the Muppets and instead create our own set of characters that wouldn't rely on somebody else's company to use. That became "Avenue Q." Of course, Henson then made its nonmusical movie, Muppets from Space, which didn't do so well, and then they ended up selling what was left of the company to a huge German conglomerate, EM.TV, which in turn went bankrupt and then sold the company back to the Henson family, which then sold it to Disney. (Whew.) So Disney now owns the Muppets, and we're in talks with them. They know and like the project, so we're hoping they'll actually make the movie someday -- but you just never know.”

In the same interview, Marx was asked whether he identifies with Rod, the repressed gay character in Avenue Q. "I'm not Rod," Marx replied. "Don't tell my boyfriend, but I'm Trekkie."

Marx's father was a pediatric dentist. He had someone dressed up in a Big Bird costume playing with the kids in his waiting room.[2]